| 000 | 00000nam##2200000za#4500 |
| 001 | 9.571664 |
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| 003 | CaOODSP |
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| 005 | 20211126112844 |
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| 007 | cr ||||||||||| |
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| 008 | 150406|1997||||xxc|||||o f|0| 0 eng|d |
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| 022 | |a1701-9397 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/97-18E-PDF |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aCanadian short-term interest rates and the BAX futures market : |h[electronic resource]|ban analysis of the impact of volatility on hedging activity and the correlation of returns between markets / |cby David G. Watt. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |cJuly 1997. |
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| 300 | |a45p.|bgraphs, tables |
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| 490 | 1 |aBank of Canada working paper|x1701-9397|v97-18 |
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| 500 | |a"This paper analyses how Canadian financial firms manage short-term interest rate risk through the use of BAX futures contracts."--Abstract. |
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| 500 | |aThe ISBN (0-662-26235-2) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. |
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| 504 | |aBibliography. |
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| 520 | 3 |aThis paper analyses how Canadian financial firms manage short-term interest rate risk through the use of BAX futures contracts.--Abstract |
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| 546 | |aRésumé en français. |
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| 590 | |a11-19-Supp|b2011-09-23 |
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| 720 | 1 |aWatt, David G. |
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| 776 | 0#|tCanadian short-term interest rates and the BAX futures market : |w(CaOODSP)9.614101 |
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| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v97-18|w(CaOODSP)9.504604 |
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| 856 | 40|ahttp://publications.gc.ca|qPDF|s233 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-97-18E.pdf|y97-18 |
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